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We show that stochastically continuous, time-homogeneous affine processes on the canonical state space $\Rplus^m \times \RR^n$ are always regular. In the paper of \citet{Duffie2003} regularity was used as a crucial basic assumption. It was…

Probability · Mathematics 2010-02-12 Martin Keller-Ressel , Walter Schachermayer , Josef Teichmann

This technical report replies to the comments of [2] in detail, and corrects a possible mis-interpretation of [1] in terms of the conventional robust stability concept. After defining the robust stability and quadratic stability concepts,…

Optimization and Control · Mathematics 2014-07-15 Hyo-Sung Ahn , Young-Hun Lim , Kwang-Kyo Oh , YangQuan Chen

We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…

Probability · Mathematics 2017-08-16 David Criens

We prove that any rigid representation of $\pi_1\Sigma_g$ in $\mathrm{Homeo}_+(S^1)$ with Euler number at least $g$ is necessarily semi-conjugate to a discrete, faithful representation into $\mathrm{PSL}(2,\mathbb{R})$. Combined with…

Geometric Topology · Mathematics 2019-11-27 Kathryn Mann , Maxime Wolff

In this paper, the asymptotic first order analysis, both mathematical and numerical, of two structures bonded together is presented. Two cases are considered, the gluing of an elastic structure with a rigid body and the gluing of two…

Classical Physics · Physics 2013-05-27 Serge Dumont , Frédéric Lebon , Raffaella Rizzoni

We study the mutual regularity properties of Palm measures of point processes, and establish that a key determining factor for these properties is the rigidity-tolerance behaviour of the point process in question (for those processes that…

Probability · Mathematics 2016-11-23 Subhro Ghosh

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Probability · Mathematics 2026-03-03 Hugo Jaquard , Nicolas Keriven

Shear thickening suspensions of non-Brownian polydisperse particles are simulated in 2D using a discrete element method based algorithm (LF-DEM) at high packing fractions ($\phi$) and large non-dimensional stresses ($\sigma$). Rigidity…

Soft Condensed Matter · Physics 2026-02-11 Sourav Kumar Singh , Vishant Tyagi , Aritra Santra

We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…

Probability · Mathematics 2025-12-03 Arturo Jaramillo , Antonio Murillo-Salas

A joint limit theorem for the point process of the off-diagonal entries of a sample covariance matrix $\mathbf{S}$, constructed from $n$ observations of a $p$-dimensional random vector with iid components, and the Frobenius norm of…

Probability · Mathematics 2023-02-28 Johannes Heiny , Carolin Kleemann

The paper is devoted to a detailed analysis of nonlocal error bounds for nonconvex piecewise affine functions. We both improve some existing results on error bounds for such functions and present completely new necessary and/or sufficient…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

We consider an abstract determinantal point process on a general non--elementary Gromov hyperbolic metric space governed by an orthogonal projection in the case when the space is homogeneous and the point process is invariant under…

Probability · Mathematics 2025-03-26 Pierre Lazag

In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…

Probability · Mathematics 2020-05-28 Marcel Fenzl , Gaultier Lambert

This paper provides a bound on the number of numeric operations (fixed or floating point) that can safely be performed before accuracy is lost. This work has important implications for control systems with safety-critical software, as these…

Mathematical Software · Computer Science 2007-05-23 Marc Daumas , David Lester

We study a stable partial matching $\tau$ of the (possibly randomized) $d$-dimensional lattice with a stationary determinantal point process $\Psi$ on $\mathbb{R}^d$ with intensity $\alpha>1$. For instance, $\Psi$ might be a Poisson…

Probability · Mathematics 2020-01-29 Michael Andreas Klatt , Günter Last , D. Yogeshwaran

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

In this paper we will prove various probabilistic limit theorems for some classes of distance expanding sequential dynamical systems (SDS). Our starting point here is certain sequential complex Ruelle-Perron-Frobenius (RPF) theorems which…

Dynamical Systems · Mathematics 2020-12-02 Yeor Hafouta

This paper is devoted to rigidity results for some elliptic PDEs and related interpolation inequalities of Sobolev type on smooth compact connected Riemannian manifolds without boundaries. Rigidity means that the PDE has no other solution…

Analysis of PDEs · Mathematics 2014-05-02 Jean Dolbeault , Maria J. Esteban , Michael Loss